Makoto Maejima

Fractional Ornstein-Uhlenbeck processes

Patrick Cheridito, Hideyuki Kawaguchi, Makoto Maejima · Electronic Journal of Probability · 2003 · 408 citations · Full text

Brownian Motion Noise, Engineering, Physics +9

Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

Ole E. Barndorff–Nielsen, Makoto Maejima, Ken‐iti Sato · 2006 · 111 citations

Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem

Makoto Maejima, Ciprian A. Tudor · Stochastic Analysis and Applications · 2007 · 107 citations · Full text

Hermite Process, Engineering, Integrable Probability +8

On the distribution of the Rosenblatt process

Makoto Maejima, Ciprian A. Tudor · Statistics & Probability Letters · 2013 · 77 citations

Dirichlet Form, Probability Theory, Poisson Boundary +1

Operator-self-similar stable processes

Makoto Maejima, J. David Mason · Stochastic Processes and their Applications · 1994 · 64 citations

Stochastic Dynamical System, Levy Process, Operator-self-similar Stable Processes